Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106744.5788 | 215595.1149 | -108850.5361 | -1312786.9911 | -435202.52 | -877584.4711 |
Total P&L (%) | 106.7446 | 215.5951 | -108.8505 | -1312.787 | -435.2025 | -877.5845 |
Avg Daily Profit (%) | 0.0859 | 0.1735 | -0.0876 | 0 | 0 | 0 |
Buy And Hold Return (%) | 47.0035 | 47.0035 | 47.0035 | 47.0035 | 47.0035 | 47.0035 |
Max Trade Drawdown | -293777 | -61902 | -306414 | -1731945 | -984201 | -878095 |
Profit Factor | 1.1409 | 1.8938 | 0.7891 | 0.615 | 0.7461 | 0.4826 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 109 | 49 | 60 | 71 | 41 | 30 |
Losing Trades | 70 | 40 | 30 | 108 | 48 | 60 |
Profitability (%) | 60.8939 | 55.0562 | 66.6667 | 39.6648 | 46.0674 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.7327 | 1.5459 | 0.3946 | 0.9355 | 0.8734 | 0.9651 |
Largest Winning Trade | 35236 | 31321 | 35236 | 542631 | 542631 | 261615 |
Largest Losing Trade | -265523 | -34492 | -265523 | -286359 | -255975 | -286359 |
Avg Bars in Trades | 78 | 86 | 71 | 78 | 86 | 71 |
Avg Bars in Winners | 57 | 74 | 44 | 102 | 98 | 107 |
Avg Bars in Losers | 111 | 100 | 125 | 63 | 75 | 53 |
Bars Traded | 14105 | 7662 | 6443 | 14105 | 7662 | 6443 |
Profit Streak | 17.8079 | 17.8079 | 54.3079 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146719 | 366980 | -577247 | -583859 | -582623 | -587573 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14914, "evaluation_days": 1242.83, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654977600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759468998901, "expiration_time": 1763329708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 156, "offset": 246 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 106744.5787577864, 215595.1148603991, -108850.5361026127, -1312786.9911014538, -435202.5199624886, -877584.4711389656 ], [ 106.744579, 215.595115, -108.850536, -1312.786991, -435.20252, -877.584471 ], [ 0.085888, 0.173471, -0.087583, 0, 0, 0 ], [ 47.003484, 47.003484, 47.003484, 47.003484, 47.003484, 47.003484 ], [ -293777, -61902, -306414, -1731945, -984201, -878095 ], [ 1.140927, 1.893756, 0.78914, 0.615009, 0.746071, 0.482569 ], [ 179, 89, 90, 179, 89, 90 ], [ 109, 49, 60, 71, 41, 30 ], [ 70, 40, 30, 108, 48, 60 ], [ 60.893855, 55.05618, 66.666667, 39.664804, 46.067416, 33.333333 ], [ 0.732705, 1.545923, 0.39457, 0.935506, 0.873449, 0.965139 ], [ 35236, 31321, 35236, 542631, 542631, 261615 ], [ -265523, -34492, -265523, -286359, -255975, -286359 ], [ 78, 86, 71, 78, 86, 71 ], [ 57, 74, 44, 102, 98, 107 ], [ 111, 100, 125, 63, 75, 53 ], [ 14105, 7662, 6443, 14105, 7662, 6443 ], [ 17.807858, 17.807858, 54.307858, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146719, 366980, -577247, -583859, -582623, -587573 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14914, "evaluation_days": 1242.83, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654977600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759468998901, "expiration_time": 1763329708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 156, "offset": 246 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|